This paper performs an empirical investigation into the relationship between oil price and stock markets returns for seven countries (Kuwait, Oman, UAE, Bahrain, Qatar, UK and USA) by applying the Vector Auto Regression (VAR) analysis. During this period oil prices have tripled creating a substantial cash surplus for the Gulf Cooperation Council (GCC) Countries while simultaneously creating inc...

The study investigated the effects of communal crises on selected crops production among farmers in Langtang North local Government Area of Plateau State, Nigeria. Multi-stage sampling technique was adopted; four local government areas were selected in each of the local government selected, four villages affected by communal crises were selected purposively. In two of the villages selected, 24 ...

Abstract This study discusses the trading behavior of foreign investors with respect to economic uncertainty in South Korean stock market from a time-varying perspective. We employ news-based measure along model parameter vector autoregression stochastic volatility. The empirical analysis reveals several new findings about investors’ behaviors. First, we find evidence that positive feedback oft...

We show that the residuals of the trend relationship among asset wealth and human wealth predict housing returns. Using data for a set of industrialized countries, we assess the predictive ability of the wealth-to-income ratio for housing returns. In particular: (i) when housing asset are complements of financial assets, investors demand a higher housing risk premium if they are hit by a shock ...

Economic theories show that the direction and magnitude of the fluctuations of economic variables depend on the type and magnitude of the shocks they are faced with. Various reasons are noted for fluctuations in demands for imports, including productivity shocks. Accordingly, this research was aimed at identifying the effects of Total Factor Productivity (TFP) shocks of the agricultural sector ...

We study the interrelationship between capital °ows, returns, dividend yields and world interest rates in 20 emerging markets. We estimate a vector autoregression with these variables to measure the degree to which lower interest rates contribute to increased capital °ows and shocks in °ows a®ect the cost of capital among other dynamic relations. We precede the VAR analysis by a detailed examin...

rural households in nigeria are vulnerable to shock because of their limited capacity to make informed decision on secured coping strategies which is further aggravated by some households’ specific socio-economic characteristics. attempts were made to identify shocks being faced by households’ heads and coping strategies. multistage sampling technique was used to select 80 respondents and well ...

Resilience describes individuals’ and organizations’ recovery from crises adaptation to disturbances adversities. Emerging research shows the deterioration of population’s mental health well-being during multiple waves COVID-19 pandemic, suggesting that resilience developed is insufficient address system’s persistent shocks. Drawing on findings pandemic psychological organizational theories, we...